+87.9%
JNJ vs PCOR
-10.3%
+98.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.1% | +22.7% | -21.6% | +1.2% |
| 30D | +6.9% | +37.5% | -30.6% | +7.1% |
| 3M | +8.0% | +35.2% | -27.2% | +8.3% |
| 6M | +24.3% | +42.2% | -18.0% | +24.6% |
| YTD | +35.6% | +3.6% | +32.1% | +35.9% |
| 1Y | +51.1% | -4.8% | +55.8% | +51.4% |
| 3Y | +98.3% | +48.3% | +49.9% | +97.9% |
| 5Y | +94.3% | -20.1% | +114.4% | +93.7% |
| All | +87.9% | -10.3% | +98.3% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling